FT VEST U.S. EQUITY DEEP BUFFER ETF - DECEMBER
Symbol: DDEC
Exchange: BATS
Sector: Technology
Category: Defined Outcome
Inception date: 18/12/2020
Latest date: 15/10/2026
Current price: $48.92
Expense ratio: 0.85%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.40%
Ann. -17.75% (Sharpe / Sortino numerator)
Volatility
9.52%
Sharpe ratio
-2.246
VaR 95%
-0.91%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
2.54%
Ann. -5.90% (Sharpe / Sortino numerator)
Volatility
7.48%
Sharpe ratio
-1.274
VaR 95%
-0.81%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
6.64%
Ann. 3.30% (Sharpe / Sortino numerator)
Volatility
6.47%
Sharpe ratio
-0.051
VaR 95%
-0.74%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
12.01%
Ann. 12.90% (Sharpe / Sortino numerator)
Volatility
8.63%
Sharpe ratio
1.074
VaR 95%
-0.78%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
23.53%
Ann. 9.20% (Sharpe / Sortino numerator)
Volatility
7.43%
Sharpe ratio
0.750
VaR 95%
-0.74%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
43.45%
Ann. 11.64% (Sharpe / Sortino numerator)
Volatility
7.09%
Sharpe ratio
1.129
VaR 95%
-0.71%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.046%
Best day
1.56%
Worst day
-1.18%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $48.83 | $48.98 | $48.78 | $48.92 | 6,300 |
| 14/10/2026 | $48.94 | $48.95 | $48.80 | $48.85 | 32,500 |
| 13/10/2026 | $48.97 | $49.06 | $48.96 | $49.01 | 2,100 |
| 12/10/2026 | $48.97 | $49.03 | $48.97 | $49.01 | 2,800 |
| 09/10/2026 | $48.99 | $49.03 | $48.94 | $49.00 | 7,900 |
| 08/10/2026 | $48.87 | $48.91 | $48.80 | $48.81 | 4,400 |
| 07/10/2026 | $48.91 | $48.97 | $48.82 | $48.94 | 7,000 |
| 06/10/2026 | $48.84 | $49.01 | $48.84 | $48.91 | 34,200 |
| 05/10/2026 | $48.76 | $48.90 | $48.76 | $48.87 | 5,200 |
| 02/10/2026 | $48.83 | $48.84 | $48.73 | $48.76 | 4,700 |